OSTIRION

Stock markets shocks are notoriously difficult to predict. In general, periods of high volatility can lead to both large market gains and...

To finish exploring the possible uses for geographic source data for the obtention of intelligence (covered in this post and this post),...

Map generation from geographic data.

Data is the new oil. Data is the new gold. The mithril of Moria. These phrases are used to emphasize the value of data in the current...

SPY correlation index for the recent past. Can stock movements be predicted by the returns correlation of the most capitalized companies?

This is an interlude to our usual topics. This post will be one level inside quantitative model development, one level below using a...

Cumulative sum filtering is a signal sampling method presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning...

Now we have a tool that will flexibly obtain labels for our hypothetical trading positions, all of them inside a certain space of future...

We will continue adapting the methods presented in Marcos Lopez de Prado. 2018. Advances in Financial Machine Learning (1st. ed.). Wiley...

This post extends the code for our interpretation of the fractional differentiation calculation methods presented in Marcos Lopez de...

If there is momentum, take advantage of it. Our previous posts on fractional differentiation have surged in visits in the past weeks, so...

In our previous post regarding a flexible universe selection, we presented a more flexible universe selection model. The results we...

Now that we have this very flexible universe selection model, we can easily tamper with it and experiment with multiple strategies...

The team at Quantconnect has created some handy tools for their Lean engine; their QC500 universe selection model allows for selecting a...

Our last publication regarding pattern recognition using sectorial ETFs did not yield outstanding results. The dependencies among these...

In this publication, we will walk through the implementation of the idea of using the "historically best" moving average window value as...

Moving averages (abbreviated as MA usually) are venerable tools in the field of stock price technical analysis. The diagram that possibly...

Cryptocurrencies have soared in price relative to the US Dollar and Euro in the past few weeks drawing additional attention from general...

Pairs trading is the dean, the eldest and better known of modern quantitative trading models. It is the pinnacle of statistical arbitrage...

In our december publications we went over the development of an automated system that could determine which values (factors) had the...